-81.1%
PATH vs CSGP
-65.0%
-16.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -2.7% |
| 7D | -5.6% | +13.9% | -19.5% | -13.4% |
| 30D | -0.7% | +16.0% | -16.7% | -12.3% |
| 3M | -5.9% | +6.1% | -12.0% | -11.9% |
| 6M | +21.6% | -8.2% | +29.8% | +24.1% |
| YTD | -20.6% | -52.3% | +31.7% | +23.3% |
| 1Y | -10.6% | -54.5% | +43.9% | +43.2% |
| 3Y | -24.9% | -58.6% | +33.7% | +20.5% |
| 5Y | -76.8% | -61.5% | -15.3% | -63.5% |
| All | -81.1% | -65.0% | -16.2% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling